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Dr. Francesco Ungolo

BSc (Business Administration), University of Bari, Bari, IT; MSc (Finance), Catholic University of the Sacred Heart, Milan, IT; Master Insurance and Risk Management, MIB School of Management, Trieste, IT; Ph.D., Heriot-Watt University, Edinburgh, UK.

Lecturer, School of Risk and Actuarial Studies, UNSW Business School

Research stream:

Demographic projection models; Mortality and morbidity risk; Macro-health outcome simulations; Financial and insurance product design

Francesco first earned a Master in Insurance and Risk Management from MIB School of Management discussing a thesis on Longevity Risk modelling under the supervision of Prof. Ermanno Pitacco in January 2015. Meanwhile, he worked for a year as a Risk Management consultant where he was part of the model validation team for the calculation of Solvency II capital requirements. In September 2015 he joined Heriot-Watt University (Edinburgh, UK) to pursue the PhD program in Actuarial Mathematics under the supervision of Dr. Torsten Kleinow and Prof. Angus Macdonald, and the collaboration of Dr. Stephen Richards, completed in May 2019. From March 2019 to March 2021 he worked as Postdoctoral Researcher in Statistics at Technology University of Eindhoven (NL), and from March 2021 until September 2022 Francesco worked as Postdoc researcher at Technische Universität München. Francesco is currently an actuary for the Institute and Faculty of Actuaries UK.

His expertise lies in the analysis and development of regression models for the analysis of complex actuarial datasets involving, among other things, cases of corrupted data, such as missing data for some lives, or the combined use of different datasets in order to return more robust estimates of mortality rates. Another key research theme is the analysis and the development of stochastic mortality models for the analysis of single and multiple populations, with a closer, albeit nonexclusive, focus on continuous time affine mortality models. The particular application lies within the analysis of individual savings and retirement decision making with emphasis on the development of innovative product solutions using LTC, health, annuities and life insurance.